1. Andrzej Ruszczynski & Alexander Shapiro, 2004. "Conditional Risk Mappings," Risk and Insurance 0404002, EconWPA, revised 08 Oct 2005. [Downloadable!]
2. Beatrice Acciaio, 2009. "Short note on inf-convolution preserving the Fatou property," Annals of Finance, Springer, vol. 5(2), pages 281-287, March. [Downloadable!] (restricted)
3. Andrzej Ruszczynski & Alexander Shapiro, 2004. "Optimization of Convex Risk Functions," Risk and Insurance 0404001, EconWPA, revised 08 Oct 2005. [Downloadable!]
4. Marco Taboga, 2009. "The riskiness of corporate bonds," Temi di discussione (Economic working papers) 730, Bank of Italy, Economic Research Department. [Downloadable!]
5. Xavier De Scheemaekere, 2008. "Dynamic risk indifference pricing in incomplete markets," Working Papers CEB 08-027.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
   Other versions:
   • Xavier De Scheemaekere, 2009. "Dynamic risk indifference pricing in incomplete markets," Quantitative Finance Papers 0909.3219, arXiv.org, revised Dec 2009. [Downloadable!]
6. Damir Filipovic, 2007. "Optimal Numeraires for Risk Measures," Research Paper Series 187, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
7. Shipra Agrawal & Erick Delage & Mark Peters & Zizhuo Wang & Yinyu Ye, 2009. "A Unified Framework for Dynamic Pari-Mutuel Information Market Design," Quantitative Finance Papers 0902.2429, arXiv.org. [Downloadable!]
8. Pospisil, Libor & Vecer, Jan & Xu, Mingxin, 2007. "Tradable measure of risk," MPRA Paper 5059, University Library of Munich, Germany. [Downloadable!]
9. Ignacio Cascos & Ilya Molchanov, 2006. "Multivariate Risks And Depth-Trimmed Regions," Statistics and Econometrics Working Papers ws063815, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
10. Alejandro Balbás & Raquel Balbás, 2009. "Compatibility between pricing rules and risk measures: The CCVaR," Business Economics Working Papers wb090201, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
11. Renato Pelessoni & Paolo Vicig, 2003. "Convex Imprecise Previsions for Risk Measurement," Risk and Insurance 0309001, EconWPA. [Downloadable!]
12. Alejandro Balbas & Esperanza H. Montagut & Maria Jose Perez Fructuoso, 2004. "Hedging bond portfolios versus infinitely many ranked factors of risk," Business Economics Working Papers wb043312, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
13. Kai Detlefsen & Giacomo Scandolo, 2005. "Conditional and Dynamic Convex Risk Measures," SFB 649 Discussion Papers SFB649DP2005-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
14. Mingxin Xu, 2006. "Risk measure pricing and hedging in incomplete markets," Annals of Finance, Springer, vol. 2(1), pages 51-71, January. [Downloadable!] (restricted)
    Other versions:
    • Mingxin Xu, 2004. "Risk Measure Pricing and Hedging in Incomplete Markets," Finance 0406004, EconWPA, revised 06 Apr 2005. [Downloadable!]
15. Andrzej Ruszczynski & Alexander Shapiro, 2004. "Optimization of Risk Measures," Risk and Insurance 0407002, EconWPA. [Downloadable!]
16. Matos, Joao Amaro de & Lacerda, Ana, 2006. "Equilibrium Bid-Ask Spread of European Derivatives in Dry Markets," FEUNL Working Paper Series wp480, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]
17. Ivana Komunjer, 2004. "Asymmetric Power Distribution: Theory and Applications to Risk Measurement," Econometric Society 2004 Latin American Meetings 44, Econometric Society. [Downloadable!]
    Other versions:
    • Ivana Komunjer, 2007. "Asymmetric power distribution: Theory and applications to risk measurement," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 891-921. [Downloadable!]
18. Alejandro Balbas & Anna Downarowicz, 2004. "Infinitely many securities and the fundamental theorem of asset pricing," Business Economics Working Papers wb043513, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
19. Castaneda, Pablo, 2006. "Long Term Risk Assessment in a Defined Contribution Pension System," MPRA Paper 3347, University Library of Munich, Germany, revised 30 Apr 2007. [Downloadable!]
20. Hyejin Ku, 2006. "Liquidity Risk with Coherent Risk Measures," Applied Mathematical Finance, Taylor and Francis Journals, vol. 13(2), pages 131-141, June. [Downloadable!] (restricted)
21. Ignacio Cascos & Ilya Molchanov, 2007. "Multivariate risks and depth-trimmed regions," Finance and Stochastics, Springer, vol. 11(3), pages 373-397, July. [Downloadable!] (restricted)
22. Imen Bentahar, 2006. "Tail Conditional Expectation for vector-valued Risks," SFB 649 Discussion Papers SFB649DP2006-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
23. Alexander Schied, 2005. "Optimal Investments for Risk- and Ambiguity-Averse Preferences: A Duality Approach," SFB 649 Discussion Papers SFB649DP2005-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Aug 2006. [Downloadable!]
    Other versions:
    • Alexander Schied, 2007. "Optimal investments for risk- and ambiguity-averse preferences: a duality approach," Finance and Stochastics, Springer, vol. 11(1), pages 107-129, January. [Downloadable!] (restricted)
24. Johannes Siven & Rolf Poulsen, 2009. "Auto-static for the people: risk-minimizing hedges of barrier options," Review of Derivatives Research, Springer, vol. 12(3), pages 193-211, October. [Downloadable!] (restricted)
25. Alejandro Balbas, 2008. "Capital requirements: Are they the best solution?," Business Economics Working Papers wb087114, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
26. Frank Riedel, 2003. "Dynamic Coherent Risk Measures," Working Papers 03004, Stanford University, Department of Economics. [Downloadable!]
27. Rustam Ibragimov, 2004. "Shifting paradigms: on the robustness of economic models to heavy-tailedness assumptions," Econometric Society 2004 Latin American Meetings 105, Econometric Society. [Downloadable!]
28. Piotr Jaworski, 2006. "On a subjective approach to risk measurement," Quantitative Finance, Taylor and Francis Journals, vol. 6(6), pages 495-511, December. [Downloadable!] (restricted)
29. Huhtala, Heli, 2008. "Along but beyond mean-variance: Utility maximization in a semimartingale model," Research Discussion Papers 5/2008, Bank of Finland. [Downloadable!]

This page was last updated on 2010-1-4.